Scalars are denoted by lowercase italic letters: $x$, $y$, $\theta$. - Vectors are denoted by lowercase bold letters: $\mathbf{x}$, $\mathbf{w}$, $\mathbf{v}$. - Matrices are denoted by uppercase bold letters: $\mathbf{A}$, $\mathbf{X}$, $\mathbf{\Sigma}$. - The $i$-th element of vector $\mathbf{x}$